In the matrix case, the analogous results concern a sum of zero-mean random matrices.
Let be a finite sequence of independent, random self-adjoint matrices.
Different types of measurement matrices like random matrices can be used for speech signals.
There is an interesting story involving random matrices.
His research is on integrable systems, gauge theory and random matrices.
Proof of Theorem 1: Begin by building a random matrix with (where will be picked later).
This law is important in free probability theory and the theory of random matrices.
The Gaussian ensembles are the only common special cases of these two classes of random matrices.
Later, he devised a more general approach to study random matrices with independent entries in the global regime.
Typically, in settings involving real random matrices, and thus .